+553.6%
SCHD vs LUMN
-50.4%
+604.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -2.0% | +2.5% | -4.5% | -2.2% |
| 30D | -0.4% | +10.3% | -10.7% | -1.4% |
| 3M | +5.7% | -18.3% | +24.0% | +7.3% |
| 6M | +11.9% | +4.4% | +7.5% | +10.3% |
| YTD | +26.4% | -10.7% | +37.1% | +25.3% |
| 1Y | +27.6% | +14.0% | +13.7% | +22.0% |
| 3Y | +54.9% | +406.6% | -351.6% | +5.8% |
| 5Y | +60.9% | -36.8% | +97.7% | +58.6% |
| 10Y | +243.4% | -56.2% | +299.6% | +229.6% |
| All | +553.6% | -50.4% | +604.0% | +433.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling